Heather Milkiewicz wrote:
[...]
> Using IVREG, after running the regression I can use the following
> command, outreg using table4b.xls, nolabel replace bdec(2) se adjr2, to
> get the results with adjusted R2 in a table, but I cannot figure out how
> to do it for the IVREG2, GMM command.
>
> If you could let me know how to view the adjusted R2 results, and
> possibly a command to transfer them into a table, that would be great.
[...]
Allow me to be blunt, Heather, but frankly, stuff -outreg-! Use Ben Jann's
far superior -estout- (downloadable from -ssc-) and you'll obtain exactly
what you need (and more, if needed).
Adapting from the example given along the bottom of -whelp ivreg2-:
. clear
. use http://fmwww.bc.edu/ec-p/data/macro/abdata.dta
. ivreg2 n (w k ys = d.w d.k d.ys d2.w d2.k d2.ys), gmm cluster(id)
GMM estimation
--------------
Number of clusters (id) = 140 Number of obs = 751
F( 3, 139) = 61.06
Prob > F = 0.0000
Total (centered) SS = 1350.891752 Centered R2 = 0.8255
Total (uncentered) SS = 2122.555626 Uncentered R2 = 0.8890
Residual SS = 235.6866628 Root MSE = .5602
----------------------------------------------------------------------------
| Robust
n | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-----------+----------------------------------------------------------------
w | -.3349211 .2904668 -1.15 0.249 -.9042255 .2343834
k | .7156264 .0863561 8.29 0.000 .5463715 .8848813
ys | -.0538032 .4875811 -0.11 0.912 -1.009445 .9018382
_cons | 2.69377 3.041579 0.89 0.376 -3.267615 8.655155
----------------------------------------------------------------------------
Anderson canon. corr. LR statistic (identification/IV relevance test): 9.839
Chi-sq(4) P-val = 0.0432
----------------------------------------------------------------------------
Hansen J statistic (overidentification test of all instruments): 7.540
Chi-sq(3) P-val = 0.0565
----------------------------------------------------------------------------
Instrumented: w k ys
Excluded instruments: D.w D.k D.ys D2.w D2.k D2.ys
----------------------------------------------------------------------------
. est store model
. estout model, stats(F r2_a N) cells(b(star fmt(%9.2f)) t(par))
varwidth(50) modelwidth(10)
model
b/t
w -0.33
(-1.15)
k 0.72***
(8.29)
ys -0.05
(-0.11)
_cons 2.69
(0.89)
F 61.06
r2_a 0.82
Hope this helps.
CLIVE NICHOLAS |t: 0(044)7903 397793
Politics |e: [email protected]
Newcastle University |http://www.ncl.ac.uk/geps
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